USDJPY・5 minutes
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出品者Hikouemonいいね98117プロフィットファクター 1.32※バックテスト参考値
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Strategy Tester Report
Diamond
XMTrading-Real 12 (Build 1090)
| Symbol | USDJPY (US Dollar vs Japanise Yen) | ||||
| Period | 5 Minutes (M5) 2007.10.01 00:00 - 2018.06.22 23:55 (2007.10.01 - 2018.07.07) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MAGIC=20180623; OrderCom="Diamond"; Spread=30; Slippage=30; Lot=0.1; MM=false; MMLeverage=10; MaxStopLoss=0; | ||||
| Bars in test | 794792 | Ticks modelled | 152437704 | Modelling quality | 90.00% |
| Mismatched charts errors | 37 | ||||
| Initial deposit | 10000.00 | Spread | 5 | ||
| Total net profit | 11488.90 | Gross profit | 47884.63 | Gross loss | -36395.72 |
| Profit factor | 1.32 | Expected payoff | 0.87 | ||
| Absolute drawdown | 4.36 | Maximal drawdown | 485.04 (2.22%) | Relative drawdown | 3.29% (439.76) |
| Total trades | 13160 | Short positions (won %) | 6780 (65.25%) | Long positions (won %) | 6380 (67.40%) |
| Profit trades (% of total) | 8724 (66.29%) | Loss trades (% of total) | 4436 (33.71%) | ||
| Largest | profit trade | 79.51 | loss trade | -104.45 | |
| Average | profit trade | 5.49 | loss trade | -8.20 | |
| Maximum | consecutive wins (profit in money) | 26 (168.11) | consecutive losses (loss in money) | 12 (-71.39) | |
| Maximal | consecutive profit (count of wins) | 291.48 (17) | consecutive loss (count of losses) | -299.40 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |